+71.5%
SHEL vs NVT
+190.9%
-119.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.4% |
| 7D | +4.1% | +4.1% | 0.0% | +3.7% |
| 30D | +8.4% | -5.1% | +13.5% | +8.9% |
| 3M | +13.7% | -1.2% | +14.9% | +13.4% |
| 6M | +12.7% | +46.6% | -33.9% | +6.0% |
| YTD | +35.3% | +60.0% | -24.7% | +25.4% |
| 1Y | +39.4% | +70.8% | -31.4% | +27.4% |
| 3Y | +71.5% | +187.5% | -116.1% | +44.4% |
| All | +71.5% | +190.9% | -119.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling